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On the Mabinogion urn model

Published online by Cambridge University Press:  26 July 2018

David Stenlund
Affiliation:
Åbo Akademi University
Corresponding
E-mail address:

Abstract

In this paper we discuss the Mabinogion urn model introduced by Williams (1991). Therein he describes an optimal control problem where the objective is to maximize the expected final number of objects of one kind in the Mabinogion urn model. Our main contribution is formulae for the expected time to absorption and its asymptotic behaviour in the optimally controlled process. We also present results for the noncontrolled Mabinogion urn process and briefly analyze other strategies that become superior if a certain discount factor is included.

Type
Original Article
Copyright
Copyright © Applied Probability Trust 2018 

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References

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